Testing for spurious causality in exchange rates

Eric Renault, Khalid Sekkat and Ariane Szafarz

Journal of Empirical Finance, 1998, vol. 5, issue 1, 47-66

Date: 1998
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Working Paper: Testing for Spurious Causality in Exchange Rates (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:5:y:1998:i:1:p:47-66

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